 Golden-section search

An optimization algorithm that brackets an extremum of a unimodal function on an interval. Two interior probes divide the bracket in the golden ratio; after discarding one side, one probe can be reused, so each subsequent contraction needs only one new function evaluation.

The Golden-section search is an optimization algorithm used to find the maximum or minimum of a unimodal function (a function that has one local maximum or minimum within a given interval). It is particularly useful for optimizing functions that are continuous and differentiable in the specified interval. The method is based on the golden ratio, which is approximately 1.61803.